luminaryfi

Portfolio Metrics = α(Jensen's), β, CAPM(Ra), Sharpe, Treynor

Portfolio Metrics...

Standard Deviation

Jensen's Alpha

Beta

Expected Return (CAPM, Ra)

Sharpe Ratio

Treynor Ratio
Release Notes: //
Release Notes: error correction
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Kommentarer

Hi luminaryfi, Fantastic work!!, would it be more efficient to use global arrays, to push much of the processing into static functions. Secondly, although the line indicator advantages those looking for historical data, is there a version which uses a label overlay, or would this be problematic with the bar_lookahead?
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wow. thanks for this
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Just excellent work, thank you.
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luminaryfi angelitos
@angelitos, no problem! thanks!! If you have any scripts you would like to see, I'll be happy to write it. I've just been doing them for coding practice. I always make the source code open-source too.
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angelitos luminaryfi
@luminaryfi, Perfect I will write you soon :)
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angelitos luminaryfi
@luminaryfi, Hello I hope you are well. As you offered me here I have a project for you. Investing based on angles and slopes is a disruptive concept but I think it is going to be a very effective technique. Here I present this script based on that model to identify trends from mild to extreme but only downward. I wonder if you can program it, I think, in an inverse way so that it can give the same signals towards the upside, although the two indicators that are consigned in a single script. I look forward to your kind comments, thank you.
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//discontinued support
//new indicator will be released
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